Visual signals of quality in offspring, such as plumage colour, should honestly advertise need and/or body condition, but links between nutritional status, physiological performance and the expression of colours are complex and poorly understood. We assess how food stress during rearing affected two physiological measures (T‐cell‐mediated immune function and corticosterone level in feathers: CORTf) and how these two variables were related to carotenoid and melanin coloration in Northern Flicker Colaptes auratus nestlings. We were also interested in how these two physiological measures were influenced by the sex of the nestling. We experimentally manipulated brood size to alter levels of food availability to nestlings during development. We measured carotenoid‐based colour (chroma and brightness) in wing feathers and the size of melanin spots on breast feathers. In agreement with our prediction, nestlings in the reduced brood treatment had better body condition and stronger immune responses than those in the control and brood enlargement treatments. This supports the hypothesis that immune responses are energetically costly. In contrast, CORTf was not related to nestling body condition or sex and was unaffected by brood size manipulation. Nestlings of both sexes with stronger T‐cell‐mediated immune responses had larger melanin spots but only males with higher immune responses also had brighter flight feathers. Feather brightness decreased with increasing CORTf levels. Our study is one of the few to examine the relationship between multiple physiological and plumage measures in nestlings and shows that plumage colour and immune function signalled body condition of nestlings, but that feather corticosterone levels did not.